BNP Paribas Put 105 EL 17.01.2025
/ DE000PG3QJ08
BNP Paribas Put 105 EL 17.01.2025/ DE000PG3QJ08 /
| 10/10/2024 10:50:47 |
Chg.-0.050 |
Bid10/10/2024 |
Ask10/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-3.52% |
1.370
Bid Size: 16,600 |
1.450
Ask Size: 16,600 |
Estee Lauder Compani... |
105.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
PG3QJ0 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
1.03 |
| Time value: |
0.39 |
| Break-even: |
81.76 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
-0.62 |
| Theta: |
-0.03 |
| Omega: |
-3.76 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.420 |
| High: |
1.420 |
| Low: |
1.370 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.01% |
| 1 Month |
|
|
-31.16% |
| 3 Months |
|
|
+13.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.290 |
| 1M High / 1M Low: |
2.050 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
